According to Palmer's How To Brew, 3rd Ed., when discussing using roasted malts like chocolate, black and roasted barley, he states,
"These highly roasted malts contribute a bitter chocolate, coffee, or burnt toast flavor to brown ales, porters, and stouts. Obviously, these malts should be used in moderation. Some brewers recommend that they be added toward the end of the mash to reduce the acrid bite that they can contribute."
Does anyone add their roasted malts to the mash at any time other than the beginning? If so, when and how do you add them?